Heat uncreased 6-inch skillet over medium-high heat. Place all garam masaala ingredients in skillet; roast 2 to 3 minutes, stirring constantly, until seeds crackle, spices turn one shade darker and the mixture has a nutty, sweet aroma. Transfer to a bowl; cool 3 to 5 minutes.
Place roasted spice blend in spice grinder. Grind until mixture looks like the texture of finely ground pepper. Store in airtight jar at room temperature for up to 1 month; beyond that, it will start to lose its full flavor. Makes 1/4 cup spice blend; use 1 teaspoon for this recipe.
In medium bowl, mix 1 teaspoon of the garam masaala and all remaining shrimp ingredients in medium bowl. Cover and refrigerate 30 to 60 minutes to blend flavors but no longer than 24 hours.
Brush grill rack with vegetable oil. Heat coals or gas grill for direct heat. Thread 4 shrimp on each of four 10-inch bamboo or metal skewers, leaving space between each shrimp. Cover and grill over high heat 3 to 5 minutes, turning once, until shrimp are pink and firm.
Broiling Directions: Set oven control to broil. Brush broiler rack with vegetable oil. Place skewered shrimp on rack in broiler pan. Broil with tops 2 to 3 inches from heat 3 to 5 minutes, turning once, until shrimp are pink and firm